Recent content by dilbert2011
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Graduate How can I find the optimal vector x for a constrained optimization problem?
Let me read up the literature on SVD and see if it can work.- dilbert2011
- Post #5
- Forum: Linear and Abstract Algebra
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Graduate How can I find the optimal vector x for a constrained optimization problem?
AlephZero, Unfortunately, there is no escaping redundant constraints in the problem i am looking at. The approach you suggest is something I have thought of already and is certainly doable. Indeed, if the equality constraints had a full row rank, the problem would have been much easier to...- dilbert2011
- Post #3
- Forum: Linear and Abstract Algebra
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Graduate How can I find the optimal vector x for a constrained optimization problem?
Hi all, I am working on a project and stuck at the following problem. Find vector x_{n\times 1} which minimizes the function f(x) = \sum_{i}^{n}x_{i}^{2} subject to the linear equality constraint [A]_{m\times n} x_{n \times 1}=b_{m\times 1} with m\leq n The function f(x) trivially...- dilbert2011
- Thread
- Constrained optimization Optimization
- Replies: 4
- Forum: Linear and Abstract Algebra